Market finance
Risk management
What the portfolio can lose, and under what circumstances: potential loss, worst drawdown, correlations between positions, and sector and geopolitical stress scenarios.
What it needs
The portfolio from the previous module: the held lines and their closing prices. Nothing more to provide.
What it returns
Potential loss over a given horizon, average loss beyond that threshold, annualised volatility, worst drawdown of the current composition replayed, correlation matrix, and country and sector concentration.
How it is computed
Historical simulation: today's composition is applied to past daily returns, and the stated loss is the empirical quantile of the observed windows, with no distributional assumption. Every measure carries its history depth and observation count, and is shown only where the sample supports it.
The tool opens without an account, on the demonstration portfolio. Replayed stress scenarios and option hedging are not shown: the data to compute them honestly does not exist.